Not sure it’ll help, but since you have Julia v1.4, you can try an alternative. Set the following environment variable
export JULIA_PKG_SERVER=https://geo.pkg.julialang.org
restart Julia (make sure this setting is correctly seen in Julia with ENV["JULIA_PKG_SERVER"]) and try again.
Anyway, the best way forward is to fix the network configuration of your system (did you try to reboot after switching the VPN off?)